mog_diag_em.h

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#ifndef MOG_DIAG_EM_H
#define MOG_DIAG_EM_H

#include <itpp/stat/mog_diag.h>
#include <itpp/itexports.h>
#include <itpp/base/base_exports.h>

namespace itpp
{

class ITPP_EXPORT MOG_diag_EM_sup : public MOG_diag
{

public:

  MOG_diag_EM_sup() { verbose = false; }

  ~MOG_diag_EM_sup() { }

  void ml(MOG_diag &model_in, Array<vec> &X_in, int max_iter_in = 10, double var_floor_in = 0.0, double weight_floor_in = 0.0, bool verbose_in = false);
  void map(MOG_diag &model_in, MOG_diag &prior_model, Array<vec> &X_in, int max_iter_in = 10, double alpha_in = 0.5, double var_floor_in = 0.0, double weight_floor_in = 0.0, bool verbose_in = false);

protected:

  bool verbose;

  int N;

  int max_iter;

  double ** c_X;

  double var_floor;
  double weight_floor;

  void inline update_internals();
  void inline sanitise_params();
  double ml_update_params();
  void ml_iterate();

private:

  vec tmpvecK;
  vec tmpvecD;
  vec acc_loglhood_K;

  Array<vec> acc_means;
  Array<vec> acc_covs;

  double * c_tmpvecK;
  double * c_tmpvecD;
  double * c_acc_loglhood_K;

  double ** c_acc_means;
  double ** c_acc_covs;


};

//
// convenience functions

void MOG_diag_ML(MOG_diag &model_in, Array<vec> &X_in, int max_iter_in = 10, double var_floor_in = 0.0, double weight_floor_in = 0.0, bool verbose_in = false);

void MOG_diag_MAP(MOG_diag &model_in, MOG_diag &prior_model_in, Array<vec> &X_in, int max_iter_in = 10, double alpha_in = 0.5, double var_floor_in = 0.0, double weight_floor_in = 0.0, bool verbose_in = false);

}

#endif // #ifndef MOG_DIAG_EM_H